S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:35.57% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 17.85 | |
| 0.0484 | 21.88 | |
| 0.9409 | 393.50 |
Estimation Period:
Jan 8, 1993 to Mar 6, 2026
Jan 8, 1993 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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